OS X Server: "The document 'file name' is on a volume that does not support permanent version storage" alert

After reverting to previous version of a document and then closing the window, this dialog might appear: "The document 'file name' is on a volume that does not support permanent version storage."

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You might not be able to access earlier versions of the document once you close it.

The document versioning feature works with Mac OS Extended (HFS+) volumes that are directly connected.

Network connections to volumes over AFP, SMB, or NFS don't preserve previous versions of a document.

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